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AMH vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMH and O is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AMH vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Homes 4 Rent (AMH) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.53%
0.05%
AMH
O

Key characteristics

Sharpe Ratio

AMH:

0.15

O:

-0.24

Sortino Ratio

AMH:

0.33

O:

-0.22

Omega Ratio

AMH:

1.04

O:

0.97

Calmar Ratio

AMH:

0.14

O:

-0.16

Martin Ratio

AMH:

0.51

O:

-0.53

Ulcer Index

AMH:

5.01%

O:

7.99%

Daily Std Dev

AMH:

17.47%

O:

17.36%

Max Drawdown

AMH:

-38.40%

O:

-48.45%

Current Drawdown

AMH:

-11.70%

O:

-21.62%

Fundamentals

Market Cap

AMH:

$15.75B

O:

$47.72B

EPS

AMH:

$0.96

O:

$1.05

PE Ratio

AMH:

38.98

O:

51.92

PEG Ratio

AMH:

29.82

O:

5.69

Total Revenue (TTM)

AMH:

$1.71B

O:

$5.02B

Gross Profit (TTM)

AMH:

$620.03M

O:

$3.47B

EBITDA (TTM)

AMH:

$859.23M

O:

$4.51B

Returns By Period

In the year-to-date period, AMH achieves a 3.10% return, which is significantly higher than O's -5.13% return. Over the past 10 years, AMH has outperformed O with an annualized return of 9.11%, while O has yielded a comparatively lower 5.52% annualized return.


AMH

YTD

3.10%

1M

-3.38%

6M

1.42%

1Y

4.11%

5Y*

8.89%

10Y*

9.11%

O

YTD

-5.13%

1M

-9.06%

6M

0.31%

1Y

-3.50%

5Y*

-1.31%

10Y*

5.52%

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Risk-Adjusted Performance

AMH vs. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Homes 4 Rent (AMH) and Realty Income Corporation (O). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AMH, currently valued at 0.15, compared to the broader market-4.00-2.000.002.000.15-0.24
The chart of Sortino ratio for AMH, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.33-0.22
The chart of Omega ratio for AMH, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.97
The chart of Calmar ratio for AMH, currently valued at 0.14, compared to the broader market0.002.004.006.000.14-0.16
The chart of Martin ratio for AMH, currently valued at 0.51, compared to the broader market0.0010.0020.000.51-0.53
AMH
O

The current AMH Sharpe Ratio is 0.15, which is higher than the O Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of AMH and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.15
-0.24
AMH
O

Dividends

AMH vs. O - Dividend Comparison

AMH's dividend yield for the trailing twelve months is around 2.88%, less than O's 6.04% yield.


TTM20232022202120202019201820172016201520142013
AMH
American Homes 4 Rent
2.88%2.45%2.39%0.92%0.67%0.76%1.01%0.92%0.95%1.20%1.17%0.31%
O
Realty Income Corporation
6.04%5.33%4.69%3.88%4.51%3.69%4.19%4.45%4.19%4.42%4.59%5.84%

Drawdowns

AMH vs. O - Drawdown Comparison

The maximum AMH drawdown since its inception was -38.40%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for AMH and O. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.70%
-21.62%
AMH
O

Volatility

AMH vs. O - Volatility Comparison

The current volatility for American Homes 4 Rent (AMH) is 4.28%, while Realty Income Corporation (O) has a volatility of 4.77%. This indicates that AMH experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.28%
4.77%
AMH
O

Financials

AMH vs. O - Financials Comparison

This section allows you to compare key financial metrics between American Homes 4 Rent and Realty Income Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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